Importing shapefiles with other CRS other than Web Mercator and WGS84_latlon
I've checked your shp and It seems ok. The GIS importation has any problem if you do this:
Check the shp first to be sure about the projection:

To add some elements of reference to this piece, I've created a point layer to get some perspective:

Then I've imported the point into the scene just using web mercator (dont worry for the moment as the projection of these will be ok with your layer...)
CRITICAL PART: Now, I've imported your shp using your CRS...BUT...when you specify other than Web mercator, I mean, a defined CRS (7856 in this case), you have to remove the Scene georeferencing...

...to see something like this:

Doing so Blender has no problem to locate all the elements within the scene. As you can see, they are correctly positioned to each other. Here is just a view of the points and your line (shp):